The MCMC and SML estimation of a self-selection model with two outcomes

DOI10.1016/S0167-9473(02)00209-8zbMATH Open1429.62688OpenAlexW1968461703MaRDI QIDQ951877FDOQ951877

Authors: Murat K. Munkin 

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00209-8

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zbMATH Keywords

Markov chain Monte Carloself-selectionsimulated maximum likelihood

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

Cites Work

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• Equation of state calculations by fast computing machines
• Estimating count data models with endogenous switching: sample selection and endogenous treatment effects
• Posterior simulation and Bayes factors in panel count data models
• Antithetic acceleration of Monte Carlo integration in Bayesian inference
• Simulated maximum likelihood estimation of multivariate mixed‐Poisson regression models, with application
• Count data models with selectivity
• Research and development, competition and innovation. Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity

Cited In (6)

• Second special issue on computational econometrics
• Self-selection and direct estimation of across-regime correlation parameter
• Counts with an endogenous binary regressor: A series expansion approach
• Estimation of sample selection models with two selection mechanisms
• Bayesian estimation of a discrete response model with double rules of sample selection
• Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare

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